Моделирование сбалансированного кредитного портфеля коммерческого банка в условиях недружественной среды

Abstract

The work considers the issue of managing the loan portfolio of a business bank under present day conditions aiming to prevent or minimize risk. The model of forming the optimal investment portfolio of a commercial Bank is proposed. The possibilities of its use are estimated on the basis of experimental calculations, given in an unfriendly environment and using the initial data of one of the banks of the Voronezh Region. The main line of activity of modern commercial banks is considered – the issuance of loans, which is both profitable and risky operation. Issuing loans, the bank directly forms its loan portfolio.